Sovereign Spreads : Global Risk Aversion, Contagion or Fundamentals? /

Over the past year, euro area sovereign spreads have exhibited an unprecedented degree of volatility. This paper explores how much of these large movements reflected shifts in (i) global risk aversion (ii) country-specific risks, directly from worsening fundamentals, or indirectly from spillovers or...

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Bibliographic Details
Main Author: Segoviano, Miguel A
Other Authors: Cáceres, Carlos, Guzzo, Vincenzo
Format: Book
Language:English
Published: Washington, D.C. : International Monetary Fund, 2010
Series:IMF Working Papers; Working Paper ; No. 2010/120
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